On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models

DOI10.1080/03610926.2010.521288zbMath1319.62144OpenAlexW2064015750MaRDI QIDQ2884881

Hu Yang, Jianwen Xu

Publication date: 18 May 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.521288

zbMATH Keywords

quadratic riskLiu estimatorStein-type estimatorpreliminary test estimatorpositive-rule Stein-type estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (6)

Performance of the stein-type two-parameter estimator in multiple linear regression model ⋮ Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data ⋮ On singular elliptical models ⋮ Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model ⋮ Rank-based Liu regression ⋮ Positive-rule stein-type almost unbiased ridge estimator in linear regression model

Cites Work

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• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Shrinkage estimation in general linear models
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Using Liu-Type Estimator to Combat Collinearity
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

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